-40.5%
AVAV vs ITOT
+16.9%
-57.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +5.8% |
| 7D | -0.1% | -2.0% | +1.9% | +4.3% |
| 30D | -25.0% | -2.0% | -23.0% | -21.6% |
| 3M | -15.0% | +4.5% | -19.5% | -21.8% |
| 6M | -33.6% | +12.6% | -46.3% | -46.2% |
| YTD | -39.2% | +12.0% | -51.2% | -49.5% |
| 1Y | -40.5% | +17.3% | -57.7% | -50.7% |
| All | -40.5% | +16.9% | -57.4% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling